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Original Articles

Multivariate Simulation Output Analysis

Pages 313-334 | Published online: 14 Aug 2013
 

SYNOPTIC ABSTRACT

Procedures are discussed for estimating multiple means in simulations with multivariate outputs. These techniques include classical procedures (applicable to independent and identically distributed observations), procedures for regenerative processes, multivariate batch-means, and a new batch-ratio method. Conditions under which each method can be applied are discussed, as well as implementation.

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